Enterprise-Wide Stress Testing in a Global Investment Bank
May 24th, 2017
mBank - Senatorska 18
PRMIA Poland would like to invite you for the presentation that will take place on May 24, 2017 at the mBank headquarters at Senatorska 18 in Warsaw, 18:00. The meeting will be conducted by Mr Andre Maciel, Director, Head of UK Investment Banking ICAAP & Stress Testing at Credit Suisse.
Mr Maciel will give an overview of an Enterprise-Wide Stress Testing process in a global investment bank, starting with scenario definition and expansion, going through the process of stressing various risk types and balance sheet components, finalising with decision making by senior bank executives. Along the way he will highlight challenges brought by the global investment banking business model and highly non-linear derivative portfolios. He will explain why stress testing has become one of the key risk management and decision making tools; and also give a short overview of the regulatory framework for Pillar 2 and ICAAP within the UK (in the context of holding capital buffers for stress events).
Andre Maciel is the Head of UK Investment Banking ICAAP & Stress Testing at Credit Suisse where he joined on February 2015. He previously worked in Financial Planning at another investment bank and supported other major financial institutions in Europe, Middle East and South America on Strategy, Finance and Risk topics while working for a consulting firm. He holds a MSc in Finance.’